Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 807'860 CHF | 810'860 CHF | 99.08% | 99.08% |
19.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 784'531 CHF | 787'531 CHF | 98.69% | 98.69% |
18.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 817'801 CHF | 820'801 CHF | 98.67% | 98.67% |
15.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 838'919 CHF | 841'919 CHF | 99.03% | 99.03% |
14.11.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 875'662 CHF | 878'662 CHF | 98.96% | 98.96% |
13.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 812'865 CHF | 815'865 CHF | 98.83% | 98.83% |
12.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 838'937 CHF | 841'937 CHF | 98.50% | 98.50% |
11.11.2024 | 0.38% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 796'639 CHF | 799'639 CHF | 98.85% | 98.85% |
08.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 760'705 CHF | 763'705 CHF | 98.93% | 98.93% |
07.11.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 774'357 CHF | 777'357 CHF | 98.69% | 98.69% |